For Auto Rig Pro is it better to have eyelids as separate object or as a mesh with eyeball object?
This is a tough topic, and I've struggled with it mightily. I eventually found this video, which got results for me. But my problem was specifically getting the lattice deformers--whose purpose is to make the eyes oval shaped despite being rotated--to parent properly and to actually stay put during eye control manipulation. As to your specific question, I don't know if the video will provide a clear answer, but I know in standard ARP eye rigging practice, each eye is part of the same "object" during facial setup, and yet each eye works just fine later on when controlled independently by the rig. I expect this is because they each have their own independent vertex group, so that then the armature modifier can tell each eye which bone to follow. So based on this, I would imagine you could have your lids as part of the same eye object also, provided you give them separate vertex groups, and target some bone with them by giving those vertex groups the same name as that of the bone. Hope this helps.

https://www.youtube.com/watch?v=r1Di71uD578